Quantum Bridge Analytics I: A Tutorial on Formulating

and Using QUBO Models

Fred Glover1, Gary Kochenberger2, Yu Du2

Abstract

Quantum Bridge Analytics relates generally to methods and systems for hybrid classical-
quantum computing, and more particularly is devoted to developing tools for bridging classical
and quantum computing to gain the benefits of their alliance in the present and enable enhanced
practical application of quantum computing in the future.

This is the first of a two-part tutorial that surveys key elements of Quantum Bridge Analytics and
its applications, with an emphasis on supplementing models with numerical illustrations. In Part
1 (the present paper) we focus on the Quadratic Unconstrained Binary Optimization (QUBO)
model which is presently the most widely applied optimization model in the quantum computing
area, and which unifies a rich variety of combinatorial optimization problems.

Keywords Quadratic Unconstrained Binary Optimization (QUBO) · Quantum

Computing · Quantum Bridge Analytics · Combinatorial Optimization

------------------------------------------------------------------------------------------------------------------

1
ECEE, College of Engineering and Applied Science, University of Colorado, Boulder, CO
80302 USA fred.glover@colorado.edu

2
College of Business, University of Colorado at Denver, Denver, CO 80217 USA,
gary.kochenberger@ucdenver.edu; yu.du@ucdenver.edu

1
Section 1: Introduction

The field of Combinatorial Optimization (CO) is one of the most important areas in the field of
optimization, with practical applications found in every industry, including both the private and
public sectors. It is also one of the most active research areas pursued by the research
communities of Operations Research, Computer Science and Analytics as they work to design
and test new methods for solving real world CO problems.

Generally, these problems are concerned with making wise choices in settings where a large
number of yes/no decisions must be made and each set of decisions yields a corresponding
objective function value – like a cost or profit value. Finding good solutions in these settings is
extremely difficult. The traditional approach is for the analyst to develop a solution algorithm
that is tailored to the mathematical structure of the problem at hand. While this approach has
produced good results in certain problem settings, it has the disadvantage that the diversity of
applications arising in practice requires the creation of a diversity of solution techniques, each
with limited application outside their original intended use.

In recent years, we have discovered that a mathematical formulation known as QUBO, an

acronym for a Quadratic Unconstrained Binary Optimization problem, can embrace an
exceptional variety of important CO problems found in industry, science and government, as
documented in studies such as Kochenberger, et. al. (2014) and Anthony, et. al. (2017). Through
special reformulation techniques that are easy to apply, the power of QUBO solvers can be used
to efficiently solve many important problems once they are put into the QUBO framework.

The QUBO model has emerged as an underpinning of the quantum computing area known as
quantum annealing and Fujitsu's digital annealing, and has become a subject of study in
neuromorphic computing. Through these connections, QUBO models lie at the heart of
experimentation carried out with quantum computers developed by D-Wave Systems and
neuromorphic computers developed by IBM. The consequences of these new discoveries linking
QUBO models to quantum computing are being explored in initiatives by organizations such as
IBM, Google, Amazon, Microsoft, D-Wave and Lockheed Martin in the commercial realm and
Los Alamos National Laboratory, Oak Ridge National Laboratory, Lawrence Livermore
National Laboratory and NASA’s Ames Research Center in the public sector. Computational
experience is being amassed by both the classical and the quantum computing communities that
highlights not only the potential of the QUBO model but also its effectiveness as an alternative to
traditional modeling and solution methodologies.

The connection with Quantum Bridge Analytics derives from the gains to be achieved by
building on these developments to bridge the gap between classical and quantum computational
methods and technologies. As emphasized in the 2019 Consensus Study Report titled Quantum
Computing: Progress and Prospects, by the National Academies of Sciences, Engineering and
Medicine (https://www.nap.edu/catalog/25196/quantum-computing-progress-and-prospects)
quantum computing will remain in its infancy for perhaps another decade, and in the interim
2
“formulating an R&D program with the aim of developing commercial applications for near-
term quantum computing is critical to the health of the field.” The report further notes that such a
program will rest on developing “hybrid classical-quantum techniques.” Innovations that
underlie and enable these hybrid classical-quantum techniques are the focus of Quantum Bridge
Analytics and draw heavily on the QUBO model for their inspiration.

The significance of the ability of the QUBO model to encompass many models in combinatorial
optimization is enhanced by the fact that the QUBO model can be shown to be equivalent to the
Ising model that plays a prominent role in physics, as highlighted in in the paper by Lucas
(2014). Consequently, the broad range of optimization problems solved effectively by state-of-
the-art QUBO solution methods are joined by an important domain of problems arising in
physics applications.

The materials provided in the sections that follow illustrate the process of reformulating
important optimization problems as QUBO models through a series of explicit examples.
Collectively these examples highlight the application breadth of the QUBO model. We disclose
the unexpected advantages of modeling a wide range of problems in a form that differs from the
linear models classically adopted in the optimization community. We show how many different
types of constraining relationships arising in practice can be embodied within the
“unconstrained” QUBO formulation in a very natural manner using penalty functions, yielding
exact model representations in contrast to the approximate representations produced by
customary uses of penalty functions. Each step of generating such models is illustrated in detail
by simple numerical examples, to highlight the convenience of using QUBO models in numerous
settings. As part of this, we provide techniques that can be used to recast a variety of problems
that may not seem at first to fit within an unconstrained binary optimization structure into an
equivalent QUBO model. We also describe recent innovations for solving QUBO models that
offer a fertile avenue for integrating classical and quantum computing and for applying these
models in machine learning.

As pointed out in Kochenberger and Glover (2006), the QUBO model encompasses the
following important optimization problems:

• Quadratic Assignment Problems

• Capital Budgeting Problems
• Multiple Knapsack Problems
• Task Allocation Problems (distributed computer systems)
• Maximum Diversity Problems
• P-Median Problems
• Asymmetric Assignment Problems
• Symmetric Assignment Problems
• Side Constrained Assignment Problems
• Quadratic Knapsack Problems

3
 • Constraint Satisfaction Problems (CSPs)
• Discrete Tomography Problems
• Set Partitioning Problems
• Set Packing Problems
• Warehouse Location Problems
• Maximum Clique Problems
• Maximum Independent Set Problems
• Maximum Cut Problems
• Graph Coloring Problems
• Number Partitioning Problems
• Linear Ordering Problems
• Clique Partitioning Problems
• SAT problems

Details of such applications are elaborated more fully in Kochenberger et al. (2014).

In the following development we describe approaches that make it possible to model these and
many other types of problems in the QUBO framework and provide information about recent
developments linking QUBO to machine learning and quantum computing.

Basic QUBO Problem Formulation

We now give a formal definition of the QUBO model whose significance will be made clearer by
numerical examples that give a sense of the diverse array of practical QUBO applications.
Definition: The QUBO model is expressed by the optimization problem:

QUBO: minimize/maximize 𝑦 = 𝑥 % 𝑄𝑥

where x is a vector of binary decision variables and Q is a square matrix of constants.

It is common to assume that the Q matrix is symmetric or in upper triangular form, which can be
achieved without loss of generality simply as follows:

Symmetric form: For all i and j except i = j, replace 𝑞() by (𝑞() + 𝑞)( )/2 .

Upper triangular form: For all i and j with 𝑗 > 𝑖 , replace 𝑞() by 𝑞() + 𝑞)( . Then replace all 𝑞()
for 𝑗 < 𝑖 by 0. (If the matrix is already symmetric, this just doubles the 𝑞() values above the
main diagonal, and then sets all values below the main diagonal to 0).

In the examples given in the following sections, we will work with the full, symmetric Q matrix
rather than adopting the “upper triangular form.”

4
Comment on the formal classification of QUBO models and their solution: QUBO models
belong to a class of problems known to be NP-hard. The practical meaning of this is that exact
solvers designed to find “optimal” solutions (like the commercial CPLEX and Gurobi solvers)
will most likely be unsuccessful except for very small problem instances. Using such methods,
realistic sized problems can run for days and even weeks without producing high quality
solutions. Fortunately, as we disclose in the sections that follow, impressive successes are being
achieved by using modern metaheuristic methods that are designed to find high quality but not
necessarily optimal solutions in a modest amount of computer time. These approaches are
opening valuable possibilities for joining classical and quantum computing.

Section 2: Illustrative Examples and Definitions

Before presenting common practical applications, we first give examples and definitions to lay
the groundwork to see better how these applications can be cast in QUBO form.
To begin, consider the optimization problem

Minimize y = -5x1 - 3x2 - 8x3 - 6x4 + 4x1x2 + 8x1x3 + 2x2 x3 +10x3 x4

where the variables, 𝑥) , are binary. We can make several observations:

1. The function to be minimized is a quadratic function in binary variables with a linear part
-5x1 - 3x2 - 8x3 - 6x4 and a quadratic part 4x1x2 + 8x1x3 + 2x2 x3 +10x3 x4 .

2. Since binary variables satisfy x j = x 2j , the linear part can be written as

-5x12 - 3x22 - 8x32 - 6x42

3. Then we can re-write the model in the following matrix form:

é -5 2 4 0 ù é x1 ù
ê úê ú
2 -3 1 0 ú ê x2 ú
Minimize y =( )
x1 x2 x3 x4 êê
4 1 -8 5 ú ê x3 ú
ê úê ú
êë 0 0 5 -6úû êë x4 úû

4. In turn, this can be written in the matrix notation introduced in Section 1 as

Minimize y = xt Qx

5
 where x is a column vector of binary variables. Note that the coefficients of the original
linear terms appear on the main diagonal of the Q matrix. In this case Q is symmetric
about the main diagonal without needing to modify the coefficients by the approach
shown in Section 1.

5. Other than the 0/1 restrictions on the decision variables, QUBO is an unconstrained
model with all problem data being contained in the Q matrix. These characteristics make
the QUBO model particularly attractive as a modeling framework for combinatorial
optimization problems, offering a novel alternative to classically constrained
representations.

6. The solution to the model in (3) above is: y = -11, x1 = x4 = 1, x2 = x3 = 0.

Remarks:

• As already noted, the stipulation that Q is symmetric about the main diagonal does not
limit the generality of the model.

• As previously emphasized, a variety of optimization problems can naturally be

formulated and solved as an instance of the QUBO model. In addition, many other
problems that don’t appear to be related to QUBO problems can be re-formulated as a
QUBO model. We illustrate this special feature of the QUBO model in the sections that
follow.

Section 3: Natural QUBO Formulations

As mentioned earlier, several important problems fall naturally into the QUBO class. To
illustrate such cases, we provide two examples of important applications whose formulations
naturally take the form of a QUBO model.

3.1 The Number Partitioning Problem

The Number Partitioning problem has numerous applications cited in the Bibliography section of
these notes. A common version of this problem involves partitioning a set of numbers into two
subsets such that the subset sums are as close to each other as possible. We model this problem
as a QUBO instance as follows:

Consider a set of numbers 𝑆 = {𝑠6 , 𝑠8 , … , 𝑠: }. Let 𝑥) = 1 if 𝑆) is assigned to subset 1; 0

otherwise. Then the sum for subset 1 is given by 𝑠𝑢𝑚6 = ∑: )@6 𝑠) 𝑥) and the sum for subset 2 is
: :
given by 𝑠𝑢𝑚8 = ∑)@6 𝑠) − ∑)@6 𝑠) 𝑥) . The difference in the sums is then

6
 𝑑𝑖𝑓𝑓 = ∑: : :
)@6 𝑠) − 2 ∑)@6 𝑠) 𝑥) = 𝑐 − 2 ∑)@6 𝑠) 𝑥) .

We approach the goal of minimizing this difference by minimizing

2
ì m ü
diff = ïíc - 2 s j x j ïý = c 2 + 4 xt Qx
2
å
îï j =1 þï
where
qii = si ( si - c ) qij = q ji = si s j

Dropping the additive and multiplicative constants, our QUBO optimization problem becomes:

QUBO : min y = xt Qx

where the Q matrix is constructed with 𝑞(( and 𝑞() as defined above.

Numerical Example: Consider the set of eight numbers

S = {25, 7,13, 31, 42,17, 21,10}

By the development above, we have 𝑐 8 = 27,556 and the equivalent QUBO problem is
min 𝑦 = 𝑥 % 𝑄𝑥 with

é -3525 175 325 775 1050 425 525 250 ù

ê 175 -1113 91 217 294 119 147 70 úú
ê
ê 325 91 -1989 403 546 221 273 130 ú
ê ú
ê 775 217 403 -4185 1302 527 651 310 ú
Q=
ê 1050 294 546 1302 -5208 714 882 420 ú
ê ú
ê 425 119 221 527 714 -2533 357 170 ú
ê 525 147 273 651 882 357 -3045 210 ú
ê ú
êë 250 70 130 310 420 170 210 -1560 úû

Solving QUBO gives 𝑥 = (0,0,0,1,1,0,0,1) for which 𝑦 = −6889, yielding perfectly matched
sums which equal 83. The development employed here can be expanded to address other forms
of the number partitioning problem, including problems where the numbers must be partitioned
into three or more subsets, as discussed in Alidaee, et.al. (2005).

3.2 The Max-Cut Problem

7
The Max Cut problem is one of the most famous problems in combinatorial optimization. Given
an undirected graph G(V, E) with a vertex set V and an edge set E, the Max Cut problem seeks to
partition V into two sets such that the number of edges between the two sets (considered to be
severed by the cut), is a large as possible.

We can model this problem by introducing binary variables satisfying 𝑥) = 1 if vertex j is in one
set and 𝑥) = 0 if it is in the other set. Viewing a cut as severing edges joining two sets, to leave
endpoints of the edges in different vertex sets, the quantity 𝑥( + 𝑥) − 2𝑥( 𝑥) identifies whether
the edge (𝑖, 𝑗) is in the cut. That is, if (𝑥( + 𝑥) − 2𝑥( 𝑥) ) is equal to 1, then exactly one of 𝑥( and
𝑥) equals 1, which implies edge (𝑖, 𝑗) is in the cut. Otherwise (𝑥( + 𝑥) − 2𝑥( 𝑥) ) is equal to zero
and the edge is not in the cut.

Thus, the problem of maximizing the number of edges in the cut can be formulated as

Maximize y = ∑
(i, j )∈E
( x + x − 2x x )
i j i j

which is an instance of
QUBO :max y = x t Qx
The linear terms determine the elements on the main diagonal of Q and the quadratic terms
determine the off-diagonal elements. See Boros and Hammer (1991, 2002) and Kochenberger
et.al.(2013) for further discussions of QUBO and the Max Cut problem.

Numerical Example: To illustrate the Max Cut problem, consider the following undirected
graph with 5 vertices and 6 edges.

Explicitly taking into account all edges in the graph gives the following formulation:

Maximize y = (x1 + x2 − 2x1x2 ) + (x1 + x3 − 2x1x3 ) + (x2 + x4 − 2x2 x4 )

+ (x3 + x4 − 2x3x4 ) + (x3 + x5 − 2x3x5 ) + (x4 + x5 − 2x4 x5 )

8
or
max y = 2x1 + 2x2 + 3x3 + 3x4 + 2x5 − 2x1x2 − 2x1x3 − 2x2 x4 − 2x3x4 − 2x3x5 − 2x4 x5

This takes the desired form

QUBO :max y = x t Qx
by writing the symmetric Q matrix as:

⎡
2 ⎢ −1 −1 0 0 ⎤⎥
−1⎢ 2 0 −1 0 ⎥
⎢
Q = −1⎢ 0 3 −1 −1 ⎥⎥
0 ⎢
⎢
−1 −1 3 −1 ⎥⎥
0 ⎢ 0 −1 −1 2 ⎥
⎣ ⎦

Solving this QUBO model gives 𝑥 = (0,1,1,0,0). Hence vertices 2 and 3 are in one set and
vertices 1, 4, and 5 are in the other, with a maximum cut value of 5.

In the above examples, the problem characteristics led directly to an optimization problem in
QUBO form. As previously remarked, many other problems require “re-casting” to create the
desired QUBO form. We introduce a widely-used form of such re-casting in the next section.

Section 4: Creating QUBO Models Using Known Penalties

The “natural form” of a QUBO model illustrated thus far contains no constraints other than those
requiring the variables to be binary. However, by far the largest number of problems of interest
include additional constraints that must be satisfied as the optimizer searches for good solutions.
Many of these constrained models can be effectively re-formulated as a QUBO model by
introducing quadratic penalties into the objective function as an alternative to explicitly imposing
constraints in the classical sense. The penalties introduced are chosen so that the influence of the
original constraints on the solution process can alternatively be achieved by the natural
functioning of the optimizer as it looks for solutions that avoid incurring the penalties. That is,
the penalties are formulated so that they equal zero for feasible solutions and equal some positive
penalty amount for infeasible solutions. For a minimization problem, these penalties are added
to create an augmented objective function to be minimized. If the penalty terms can be driven to
zero, the augmented objective function becomes the original function to be minimized.

For certain types of constraints, quadratic penalties useful for creating QUBO models are known
in advance and readily available to be used in transforming a given constrained problem into a
QUBO model. Examples of such penalties for some commonly encountered constraints are
given in the table below. Note that in the table, all variables are intended to be binary and the
9
parameter P is a positive, scalar penalty value. This value must be chosen sufficiently large to
assure the penalty term is indeed equivalent to the classical constraint, but in practice an
acceptable value for P is usually easy to specify. We discuss this matter more thoroughly later.

Classical Constraint Equivalent Penalty

x + y £1 P(xy )
x + y ³1 P(1 - x - y + xy )
x + y =1 P(1 - x - y + 2 xy )
x£ y P( x - xy )
x1 + x2 + x3 £ 1 P( x1 x2 + x1 x3 + x2 x3 )
x= y P( x + y - 2 xy )
Table of a few Known constraint/penalty pairs

To illustrate the main idea, consider a traditionally constrained problem of the form:

𝑀𝑖𝑛 𝑦 = 𝑓(𝑥)
subject to the constraint
x1 + x2 £ 1

Where 𝑥6 and 𝑥8 are binary variables. Note that this constraint allows either or neither x variable
to be chosen. It explicitly precludes both from being chosen (i.e., both cannot be set to 1).

From the 1st row in the table above, we see that a quadratic penalty that corresponds to our
constraint is
Px1x2

where P is a positive scalar. For P chosen sufficiently large, the unconstrained problem

𝑚𝑖𝑛𝑖𝑚𝑖𝑧𝑒 𝑦 = 𝑓(𝑥 ) + 𝑃𝑥6 𝑥8

has the same optimal solution as the original constrained problem. If f(x) is linear or quadratic,
then this unconstrained model will be in the form of a QUBO model. In our present example,
any optimizer trying to minimize 𝑦 will tend to avoid solutions having both 𝑥6 and 𝑥8 equal to 1,
else a large positive amount will be added to the objective function. That is, the objective
function incurs a penalty corresponding to infeasible solutions. This simple penalty has been
used effectively by Pardalos and Xue (1999) in the context of the maximum clique and related
problems.

10
4.1 The Minimum Vertex Cover (MVC) Problem

In section 3.2 we saw how the QUBO model could be used to represent the famous Max Cut
problem. Here we consider another well-known optimization problem on graphs called the
Minimum Vertex Cover problem. Given an undirected graph with a vertex set V and an edge set
E, a vertex cover is a subset of the vertices (nodes) such that each edge in the graph is incident
to at least one vertex in the subset. The Minimum Vertex Cover problem seeks to find a cover
with a minimum number of vertices in the subset.

A standard optimization model for MVC can be formulated as follows. Let 𝑥) = 1 if vertex j is
in the cover (i.e., in the subset) and 𝑥) = 0 otherwise. Then the standard constrained, linear 0/1
optimization model for this problem is:

Minimize
å
jÎV
xj

subject to

xi + x j ³1 for all (i, j) Î E

Note the constraints ensure that at least one of the endpoints of each edge will be in the cover
and the objective function seeks to find the cover using the least number of vertices. Note also
that we have a constraint for each edge in the graph, meaning that even for modest sized graphs
we can have many constraints. Each constraint will alternatively be imposed by adding a penalty
to the objective function in the equivalent QUBO model.

Referring to our table above, we see that the constraints in the standard MVC model can be
represented by a penalty of the form 𝑃(1 − 𝑥 − 𝑦 + 𝑥𝑦). Thus, an unconstrained alternative to
the constrained model for MVC is

Minimize y = å x j + P( å (1- xi - x j + xi x j ))
jÎV ( )
i , j ÎE

where P again represents a positive scalar penalty. In turn, we can write this as minimize 𝑥 % 𝑄𝑥
plus a constant term. Dropping the additive constant, which has no impact on the optimization,
we have an optimization problem in the form of a QUBO model.

Remark: A common extension of this problem allows a weight 𝑤) to be associated with each
vertex j. Following the development above, the QUBO model for the Weighted Vertex Cover
problem is given by:

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 Minimize y = å w j x j + P( å (1- xi - x j + xi x j ))
jÎV ( )
i , j ÎE

Numerical Example: Consider the graph of section 3.2 again but this time we want to determine
a minimum vertex cover.

For this graph with n = 6 edges and m = 5 nodes, the model becomes:
Minimize y = x1 + x2 + x3 + x4 + x5 +
P(1 - x1 - x2 + x1 x2 ) +
P(1 - x1 - x3 + x1 x3 ) +
P(1 - x2 - x4 + x2 x4 ) +
P(1 - x3 - x4 + x3 x4 ) +
P(1 - x3 - x5 + x3 x5 ) +
P(1 - x4 - x5 + x4 x5 )

which can be written as

Minimize y = (1 - 2P) x1 + (1 - 2P) x2 + (1 - 3P) x3 + (1 - 3P) x4 + (1 - 2P) x5
+ Px1x2 + Px1x3 + Px2 x4 + Px3 x4 + Px3 x5 + Px4 x5 + 6P

Arbitrarily choosing P to be equal to 8 and dropping the additive constant (6P = 48) gives our
QUBO model

QUBO : min xt Qx

with the Q matrix given by

é -15 4 4 0 0 ù
ê ú
ê 4 -15 0 4 0 ú
ê 4 0 -23 4 4 úú
ê
ê 0 4 4 -23 4 ú
ê 0 0 4 4 -15úû
ë

12
Note that we went from a constrained model with 5 variables and 6 constraints to an
unconstrained QUBO model in the same 5 variables. Solving this QUBO model gives: 𝑥 % 𝑄𝑥 =
−45 at 𝑥 = (0,1,1,0,1) for which 𝑦 = 48 − 45 = 3, meaning that a minimum cover is given by
nodes 2, 3, and 5. It’s easy to check that at this solution, all the penalty functions are equal to 0.

Comment on the Scalar Penalty P:

As we have indicated, the reformulation process for many problems requires the introduction of
a scalar penalty P for which a numerical value must be given. These penalties are not unique,
meaning that many different values can be successfully employed. For a particular problem, a
workable value is typically set based on domain knowledge and on what needs to be
accomplished. Often, we use the same penalty for all constraints but there is nothing wrong with
having different penalties for different constraints if there is a good reason to differentially treat
various constraints. If a constraint must absolutely be satisfied, i.e., a “hard” constraint, then P
must be large enough to preclude a violation. Some constraints, however, are “soft”, meaning
that it is desirable to satisfy them but slight violations can be tolerated. For such cases, a more
moderate penalty value will suffice.

A penalty value that is too large can impede the solution process as the penalty terms overwhelm
the original objective function information, making it difficult to distinguish the quality of one
solution from another. On the other hand, a penalty value that is too small jeopardizes the search
for feasible solutions. Generally, there is a ‘Goldilocks region’ of considerable size that contains
penalty values that work well. A little preliminary thought about the model can yield a ballpark
estimate of the original objective function value. Taking P to be some percentage (75% to
150%) of this estimate is often a good place to start. In the end, solutions generated can always
be checked for feasibility, leading to changes in penalties and further rounds of the solution
process as needed to zero in on an acceptable solution.

4.2 The Set Packing Problem

The Set Packing problem is a well-known optimization problem in binary variables with a
general (traditional) formulation given by

n
max å w j x j
j =1
st
n
å
j =1
aij x j £ 1 for i = 1,...m

where the 𝑎() are 0/1 coefficients, the 𝑤) are weights and the 𝑥) variables are binary. Using the
penalties of the form shown in the first and fifth rows of the table given earlier, we can easily
construct a quadratic penalty corresponding to each of the constraints in the traditional model.

13
Then by subtracting the penalties from the objective function, we have an unconstrained
representation of the problem in the form of a QUBO model.

Numerical Example: Consider the following small example of a set packing problem:

max x1 + x2 + x3 + x4
st
x1 + x3 + x4 £ 1
x1 + x2 £1

Here all the objective function coefficients, the 𝑤) values, are equal to 1. Using the penalties
mentioned above, the equivalent unconstrained problem is:

max x1 + x2 + x3 + x4 - Px1x3 - Px1x4 - Px3 x4 - Px1x2

This has our customary QUBO form

QUBO :max x t Qx

where the Q matrix , with P arbitrarily chosen to be 6, is given by

⎡ 1 −3 −3 −3 ⎤
⎢ ⎥
⎢ −3 1 0 0 ⎥
⎢ −3 0 1 −3 ⎥
⎢ ⎥
⎢⎣ −3 0 −3 1 ⎥⎦

Solving the QUBO model gives 𝑦 = 2 at 𝑥 = (0,1,1,0). Note that at this solution, all four
penalty terms are equal to zero.

Remark: Set packing problems with thousands of variables and constraints have been
efficiently reformulated and solved in Alidaee, et. al. (2008) using the QUBO reformulation
illustrated in this example.

4.3 The Max 2-Sat Problem

Satisfiability problems, in their various guises, have applications in many different settings.
Often these problems are represented in terms of clauses, in conjunctive normal form, consisting
of several true/false literals. The challenge is to determine the literals so that as many clauses as
possible are satisfied.

14
For our optimization approach, we’ll represent the literals as 0/1 values and formulate models
that can be re-cast into the QUBO framework and solved with QUBO solvers. To illustrate the
approach, we consider the category of satisfiability problems known as Max 2-Sat problems.
For Max 2-Sat, each clause consists of two literals and a clause is satisfied if either or both
literals are true. There are three possible types of clauses for this problem, each with a traditional
constraint that must be satisfied if the clause is to be true. In turn, each of these three constraints
has a known quadratic penalty given in our previous table.

The three clause types along with their traditional constraints and associated penalties are:

1. No negations: Example ( xi Ú x j )
Traditional constraint: xi + x j ³ 1
Quadratic Penalty: (1- xi - x j + xi x j )
2. One negation: Example ( xi Ú x j )
Traditional constraint: xi + x j ³ 1
Quadratic Penalty: ( x j - xi x j )

3. Two negations: Example ( xi Ú x j )

Traditional constraint: xi + x j ³ 1

Quadratic Penalty: ( xi x j )
(Note that 𝑥) = 1 or 0 denoting whether literal j is true or false. The notation 𝑥XW, the complement
of 𝑥) , is equal to (1 − 𝑥) ). )

For each clause type, if the traditional constraint is satisfied, the corresponding penalty is equal
to zero, while if the traditional constraint is not satisfied, the quadratic penalty is equal to 1.
Given this one-to-one correspondence, we can approach the problem of maximizing the number
of clauses satisfied by equivalently minimizing the number of clauses not satisfied. This
perspective, as we will see, gives us a QUBO model.

For a given Max 2-Sat instance then, we can add the quadratic penalties associated with the
problem clauses to get a composite penalty function which we want to minimize. Since the
penalties are all quadratic, this penalty function takes the form of a QUBO model,
min 𝑦 = 𝑥 % 𝑄𝑥. Moreover, if 𝑦 turns out to be equal to zero when minimizing the QUBO
model, this means we have a solution that satisfies all of the clauses; if 𝑦 turns out to equal 5,
that means we have a solution that satisfies all but 5 of the clauses; and so forth.
This modeling and solution procedure is illustrated by the following example with 4 variables
and 12 clauses where the penalties are determined by the clause type.

15
Clause # Clause Quadratic Penalty
1 x1 Ú x2 (1- x1 - x2 + x1x2 )
2 x1 Ú x2 ( x2 - x1x2 )
3 x1 Ú x2 ( x1 - x1x2 )
4 x1 Ú x2 ( x1x2 )
5 x1 Ú x3 ( x1 - x1x3 )
6 x1 Ú x3 ( x1x3 )
7 x2 Ú x3 ( x3 - x2 x3 )
8 x2 Ú x4 (1- x2 - x4 + x2 x4 )
9 x2 Ú x3 ( x2 - x2 x3 )
10 x2 Ú x3 ( x2 x3 )
11 x3 Ú x4 (1- x3 - x4 + x3 x4 )
12 x3 Ú x4 ( x3 x4 )

Adding the individual clause penalties together gives our QUBO model

min y = 3 + x1 - 2x4 - x2 x3 + x2 x4 + 2x3x4

or,
min y = 3 + xtQx

where the Q matrix is given by

é1 0 0 0 ùú
ê
ê0 0 -1/ 2 1/ 2ú
ê ú
ê0 -1/ 2 0 1 ú
ê ú
ëê0 1/ 2 1 -2 ûú

Solving QUBO gives: 𝑦 = 3 − 2 = 1 at 𝑥6 = 𝑥8 = 𝑥Y = 0, 𝑥Z = 1, meaning that all clauses but

one are satisfied.

16
Remarks: The QUBO approach illustrated above has been successfully used in Kochenberger,
et. al. (2005) to solve Max 2-sat problems with hundreds of variables and thousands of clauses.
An interesting feature of this approach for solving Max 2-sat problems is that the size of the
resulting QUBO model to be solved is independent of the number of clauses in the problem and
is determined only by the number of variables at hand. Thus, a Max 2-Sat problem with 200
variables and 30,000 clauses can be modeled and solved as a QUBO model with just 200
variables.

Section 5: Creating QUBO Models: A General Purpose Approach

In this section, we illustrate how to construct an appropriate QUBO model in cases where a
QUBO formulation doesn’t arise naturally (as we saw in section 3) or where useable penalties
are not known in advance (as we saw in section 4). It turns out that for these more general
cases, we can always “discover” useable penalties by adopting the procedure outlined below.

For this purpose, consider the general 0/1 optimization problem of the form:

min y = xt Cx
Ax = b, x binary

This model accommodates both quadratic and linear objective functions since the linear case
results when C is a diagonal matrix (observing that 𝑥)8 = 𝑥) when 𝑥) is a 0-1 variable). Under
the assumption that A and b have integer components, problems with inequality constraints can
always be put in this form by including slack variables and then representing the slack variables
by a binary expansion. (For example, this would introduce a slack variable s to convert the
inequality 4𝑥6 + 5𝑥8 − 𝑥Y ≤ 6 into 4𝑥6 + 5𝑥8 − 𝑥Y + 𝑠 = 6 , and since clearly 𝑠 ≤ 7
(in case 𝑥Y = 1), 𝑠 could be represented by the binary expansion 𝑠6 + 2𝑠8 + 4𝑠Y where 𝑠6 , 𝑠8
and 𝑠Y are additional binary variables. If it is additionally known that at not both 𝑥6 and 𝑥8 can
be 0, then 𝑠 can be at most 3 and can be represented by the expansion𝑠6 + 2𝑠8 . A fuller treatment
of slack variables is given subsequently.) These constrained quadratic optimization models are
converted into equivalent unconstrained QUBO models by converting the constraints 𝐴𝑥 = 𝑏
(representing slack variables as x variables) into quadratic penalties to be added to the objective
function, following the same re-casting as we illustrated in section 4.

Specifically, for a positive scalar P, we add a quadratic penalty 𝑃 (𝐴𝑥 − 𝑏)% (𝐴𝑥 − 𝑏) to the
objective function to get
y = xt Cx + P ( Ax - b ) ( Ax - b )
t

= xt Cx + xt Dx + c

= xt Qx + c

17
where the matrix D and the additive constant c result directly from the matrix multiplication
indicated. Dropping the additive constant, the equivalent unconstrained version of the
constrained problem becomes

QUBO : min xt Qx, x binary

Remarks:

1. A suitable choice of the penalty scalar P, as we commented earlier, can always be chosen
so that the optimal solution to QUBO is the optimal solution to the original constrained
problem. Solutions obtained can always be checked for feasibility to confirm whether or
not appropriate penalty choices have been made.

2. For ease of reference, the preceding procedure that transforms the general problem into
an equivalent QUBO model will be called Transformation # 1. The mechanics of
Transformation #1 can be employed whenever we need to convert linear constraints of
the form 𝐴𝑥 = 𝑏 into usable quadratic penalties in our efforts to re-cast a given problem
with equality constraints into the QUBO form. Boros and Hammer (2002) give a
discussion of this approach which is the basis for establishing the generality of QUBO.
For realistic applications, a program will need to be written implementing Transformation
# 1 and producing the Q matrix needed for the QUBO model. Any convenient language,
like C++, Python, Matlab, etc., can be used for this purpose. For small problems, or for
preliminary tests preceding large-scale applications, we can usually proceed manually as
we’ll do in these notes.

3. Note that the additive constant, c, does not impact the optimization and can be ignored
during the optimization process. Once the QUBO model has been solved, the constant c
can be used to recover the original objective function value. Alternatively, the original
objective function value can always be determined by using the optimal 𝑥) found when
QUBO is solved.

Transformation #1 is the “go to” approach in cases where appropriate quadratic penalty functions
are not known in advance. In general, it represents an approach that can be adopted for any
problem. Due to this generality, Transformation # 1 has proven to be an important modeling tool
in many problem settings.

Before moving on to applications in this section, we want to single out another constraint/penalty
pair for special recognition that we worked with before in section 4:

(xi + x j ≤ 1) → P(xi x j )

18
Constraints of this form appear in many important applications. Due to their importance and
frequency of use, we refer to this special case as Transformation #2. We’ll have occasion to use
this as well as Transformation # 1 later in this section.

5.1 Set Partitioning

The set partitioning problem (SPP) has to do with partitioning a set of items into subsets so that
each item appears in exactly one subset and the cost of the subsets chosen is minimized. This
problem appears in many settings including the airline and other industries and is traditionally
formulated in binary variables as

n
min å c j x j
j =1
st
n
å
j =1
aij x j = 1 for i = 1,...m

Where 𝑥) denotes whether or not subset j is chosen, 𝑐) is the cost of subset j, and the 𝑎()
coefficients are 0 or 1 denoting whether or not variable 𝑥) explicitly appears in constraint i. Note
that his model has the form of the general model given at the beginning of this section where, in
this case, the objective function matrix C is a diagonal matrix with all off-diagonal elements
equal to zero and the diagonal elements are given by the original linear objective function
coefficients. Thus, we can re-cast the model into a QUBO model directly by using
Transformation # 1. We illustrate this with the following example.

Numerical Example: Consider a set partitioning problem

min y = 3x1 + 2 x2 + x3 + x4 + 3x5 + 2 x6

subject to

x1 + x3 + x6 = 1
x2 + x3 + x5 + x6 = 1
x3 + x4 + x5 = 1
x1 + x2 + x4 + x6 = 1

and x binary. Normally, Transformation # 1 would be embodied in a supporting computer

routine and employed to re-cast this problem into an equivalent instance of a QUBO model. For

19
this small example, however, we can proceed manually as follows: The conversion to an
equivalent QUBO model via Transformation # 1 involves forming quadratic penalties and adding
them to the original objective function. In general, the quadratic penalties to be added (for a
minimization problem) are given by 𝑃 ∑( (∑^)@6 𝑎() 𝑥() − 𝑏( )8 where the outer summation is
taken over all constraints in the system 𝐴𝑥 = 𝑏.

For our example we have

min y = 3x1 + 2 x2 + x3 + x4 + 3x5 + 2 x6

+ P( x1 + x3 + x6 -1)2 + P( x2 + x3 + x5 + x6 -1)2
+ P( x3 + x4 + x5 -1)2 + P( x1 + x2 + x4 + x6 -1)2

Arbitrarily taking P to be 10, and recalling that 𝑥)8 = 𝑥) since our variables are binary, this
becomes

min y = -17 x12 - 18 x2 2 - 29 x32 - 19 x4 2 - 17 x52 - 28 x6 2 + 20 x1 x2 + 20 x1 x3 + 20 x1 x4 + 40 x1 x6

+ 20 x2 x3 + 20 x2 x4 + 20 x2 x5 + 40 x2 x6 + 20 x3 x4 + 40 x3 x5 + 40 x3 x6 + 20 x4 x5
+ 20 x4 x6 + 20 x5 x6 + 40

Dropping the additive constant 40, we then have our QUBO model

min xt Qx, x binary

where the Q matrix is

é-17 10 10 10 0 20 ù
ê
ê 10 -18 10 10 10 20 úú
ê 10 10 -29 10 20 20 ú
Q=ê ú
ê 10 10 10 -19 10 10 ú
ê 0 10 20 10 -17 10 ú
ê ú
êë 20 20 20 10 10 -28 úû

Solving this QUBO formulation gives an optimal solution 𝑥6 = 𝑥_ = 1 (with all other variables
equal to 0) to yield 𝑦 = 6.

Remarks:

1. The QUBO approach to solving set partitioning problems has been successfully applied
in Lewis, et. al. (2008) to solve large instances with thousands of variables and hundreds
of constraints.
20
 2. The special nature of the set partitioning model allows an alternative to Transformation
#1 for constructing the QUBO model. Let 𝑘) denote the number of 1’s in the jth column
of the constraint matrix A and let 𝑟() denote the number of times variables i and j appear
in the same constraint. Then the diagonal elements of Q are given by 𝑞(( = 𝑐( − 𝑃𝑘( and
the off – diagonal elements of Q are given by 𝑞() = 𝑞)( = 𝑃𝑟() . The additive constant is
given by 𝑚 ∗ 𝑃. These relationships make it easy to formulate the QUBO model for any
set partitioning problem without having to go through the explicit algebra of
Transformation # 1.

3. The set partitioning problem may be viewed as a form of clustering problem and is
elaborated further in Section 6.

5.2 Graph Coloring

In many applications, Transformation # 1 and Transformation # 2 can be used in concert to

produce an equivalent QUBO model, as demonstrated next in the context of graph coloring.
Vertex coloring problems seek to assign colors to nodes of a graph in such a way that adjacent
nodes receive different colors. The K-coloring problem attempts to find such a coloring using
exactly K colors. A wide range of applications, ranging from frequency assignment problems to
printed circuit board design problems, can be represented by the K-coloring model.

These problems can be modeled as satisfiability problems as follows:

Let 𝑥() = 1 if node i is assigned color j, and 0 otherwise.

Since each node must be colored, we have the constraints

K
å
j =1
xij = 1 i = 1,..., n

where n is the number of nodes in the graph. A feasible coloring, in which adjacent nodes are
assigned different colors, is assured by imposing the constraints

xip + x jp £ 1 p = 1,..., K

for all adjacent nodes (i,j) in the graph.

This problem, then, can be re-cast in the form of a QUBO model by using Transformation # 1 on
the node assignment constraints and using Transformation # 2 on the adjacency constraints. This
21
problem does not have an objective function in its original formulation, meaning our focus is on
finding a feasible coloring using the K colors allowed. As a result, any positive value for the
penalty P will do. (The resulting QUBO model of course has an objective function given by
𝑥 % 𝑄𝑥 where Q is determined by the foregoing re-formulation.)

Numerical Example: Consider the problem of finding a feasible coloring of the following graph
using K= 3 colors.

5 2

4 3

Given the discussion above, we see that the goal is to find a solution to the system:

xi1 + xi 2 + xi3 = 1 i = 1, 5
xip + x jp £ 1 p = 1, 3
(for all adjacent nodes i and j)

In this traditional form, the model has 15 variables and 26 constraints. As suggested above, to
recast this problem into the QUBO form, we can use Transformation # 1 on the node assignment
equations and Transformation # 2 on adjacency inequalities. One way to proceed here is to start
with a 15-by-15 Q matrix where initially all the elements are equal to zero and then re-define
appropriate elements based on the penalties obtained from Transformations # 1 and # 2. To
clarify the approach, we’ll take these two sources of penalties one at a time. For ease of notation
and to be consistent with earlier applications, we’ll first re-number the variables using a single
subscript, from 1 to 15, as follows:
( x11, x12 , x 13 , x21, x22 , x23, x31,.....x52 , x53 ) = ( x1, x2 , x3, x4 , x5, x6 , x7 ,......x14 , x15 )
As we develop our QUBO model, we’ll use the variables with a single subscript.
First, we’ll consider the node assignment equations and the penalties we get from
Transformation # 1. Taking these equations in turn we have

22
P( x1 + x2 + x3 -1)2 which becomes P(- x1 - x2 - x3 + 2 x1x2 + 2 x1x3 + 2 x2 x3 ) + P .
P( x4 + x5 + x6 -1)2 which becomes P(- x4 - x5 - x6 + 2 x4 x5 + 2 x4 x6 + 2 x5 x6 ) + P .
P( x7 + x8 + x9 -1)2 which becomes P(- x7 - x8 - x9 + 2 x7 x8 + 2 x7 x9 + 2 x8 x9 ) + P .
P( x10 + x11 + x12 -1)2 which becomes P(- x10 - x11 - x12 + 2 x10 x11 + 2 x10 x12 + 2 x11x12 ) + P .
P( x13 + x14 + x15 -1)2 which becomes P(- x13 - x14 - x15 + 2 x13 x14 + 2 x13 x15 + 2 x14 x15 ) + P .

Taking P to equal 4 and inserting these penalties in the “developing” Q matrix gives the
following partially completed Q matrix along with an additive constant of 5P.

é -4 4 4 0 0 0 0 0 0 0 0 0 0 0 0 ù
ê 4 -4 4 0 0 0 0 0 0 0 0 0 0 0 0 ú
ê ú
ê 4 4 -4 0 0 0 0 0 0 0 0 0 0 0 0 ú
ê ú
ê 0 0 0 -4 4 4 0 0 0 0 0 0 0 0 0 ú
ê 0 0 0 4 -4 4 0 0 0 0 0 0 0 0 0 ú
ê ú
ê 0 0 0 4 4 -4 0 0 0 0 0 0 0 0 0 ú
ê 0 0 0 0 0 0 -4 4 4 0 0 0 0 0 0 ú
ê ú
ê 0 0 0 0 0 0 4 -4 4 0 0 0 0 0 0 ú
ê 0 0 0 0 0 0 4 4 -4 0 0 0 0 0 0 ú
ê ú
ê 0 0 0 0 0 0 0 0 0 -4 4 4 0 0 0 ú
ê ú
ê 0 0 0 0 0 0 0 0 0 4 -4 4 0 0 0 ú
ê 0 0 0 0 0 0 0 0 0 4 4 -4 0 0 0 ú
ê ú
ê 0 0 0 0 0 0 0 0 0 0 0 0 -4 4 4 ú
ê 0 0 0 0 0 0 0 0 0 0 0 0 4 -4 4 ú
ê ú
ëê 0 0 0 0 0 0 0 0 0 0 0 0 4 4 -4 ûú

Note the block diagonal structure. Many problems have patterns that can be exploited in
developing Q matrices needed for their QUBO representation. Looking for patterns is often a
useful de-bugging tool.

To complete our Q matrix, it’s a simple matter of inserting the penalties representing the
adjacency constraints into the above matrix. For these, we use the penalties of Transformation #
2, namely 𝑃𝑥( 𝑥) , for each adjacent pair of nodes and each of the three allowed colors. We have
7 adjacent pairs of nodes and three colors, yielding a total of 21 adjacency constraints. Allowing
for symmetry, we’ll insert 42 penalties into the matrix, augmenting the penalties already in place.
For example, for the constraint ensuring that nodes 1 and 2 can not both have color #1, the
penalty is 𝑃𝑥6 𝑥Z , implying that we insert the penalty value “2” in row 1 and column 4 of our
matrix and also in column 1 and row 4. (Recall that we have relabeled our variables so that the
23
original variables 𝑥6,6 and 𝑥8,6 are now variables 𝑥6 and 𝑥Z .) Including the penalties for the
other adjacency constraints completes the Q matrix as shown below

é -4 4 4 2 0 0 0 0 0 0 0 0 2 0 0 ù
ê 4 -4 4 0 2 0 0 0 0 0 0 0 0 2 0 ú
ê ú
ê 4 4 -4 0 0 2 0 0 0 0 0 0 0 0 2 ú
ê ú
ê 2 0 0 -4 4 4 2 0 0 2 0 0 2 0 0 ú
ê 0 2 0 4 -4 4 0 2 0 0 2 0 0 2 0 ú
ê ú
ê 0 0 2 4 4 -4 0 0 2 0 0 2 0 0 2 ú
ê 0 0 0 2 0 0 -4 4 4 2 0 0 0 0 0 ú
ê ú
Q = ê 0 0 0 0 2 0 4 -4 4 0 2 0 0 0 0 ú
ê 0 0 0 0 0 2 4 4 -4 0 0 2 0 0 0 ú
ê ú
ê 0 0 0 2 0 0 2 0 0 -4 4 4 2 0 0 ú
ê ú
ê 0 0 0 0 2 0 0 2 0 4 -4 4 0 2 0 ú
ê 0 0 0 0 0 2 0 0 2 4 4 -4 0 0 2 ú
ê ú
ê 2 0 0 2 0 0 0 0 0 2 0 0 -4 4 4 ú
ê 0 2 0 0 2 0 0 0 0 0 2 0 4 -4 4 ú
ê ú
ëê 0 0 2 0 0 2 0 0 0 0 0 2 4 4 -4 ûú

The above matrix incorporates all of the constraints of our coloring problem, yielding the
equivalent QUBO model

QUBO : min xt Qx

Solving this model yields the feasible coloring:

𝑥8 = 𝑥Z = 𝑥c = 𝑥66 = 𝑥6_ = 1 with all other variables equal to zero.

Switching back to our original variables, this solution means that nodes 1 and 4 get color #2,
node 2 gets color # 1, and nodes 3 and 5 get color # 3.

Remark: This approach to graph coloring problems has proven to be very effective for a wide
variety of coloring instances with hundreds of nodes, as demonstrated in Kochenberger, et. al.
(2005).

5.3 General 0/1 Programming

24
Many important problems in industry and government can be modeled as 0/1 linear programs
with a mixture of constraint types. The general problem of this nature can be represented in
matrix form by
max cx
st
Ax = b
x binary

where slack variables are introduced as needed to convert inequality constraints into equalities.
Given a problem in this form, Transformation # 1 can be used to re-cast the problem into the
QUBO form

max x0 = xt Qx
st x binary

As discussed earlier, problems with inequality constraints can be handled by introducing slack
variables, via a binary expansion, to create the system of constraints 𝐴𝑥 = 𝑏.

Numerical Example: Consider the general 0/1 problem

max 6 x1 + 4 x2 + 8 x3 + 5 x4 + 5 x5
st
2 x1 + 2 x2 + 4 x3 + 3x4 + 2 x5 £ 7
1x1 + 2 x2 + 2 x3 + 1x4 + 2 x5 = 4
3x1 + 3x2 + 2 x3 + 4 x4 + 4 x5 ³ 5
x Î{0,1}

Since Transformation # 1 requires all constraints to be equations rather than inequalities, we

convert the 1st and 3rd constraints to equations by including slack variables via a binary
expansion. To do this, we first estimate upper bounds on the slack activities as a basis for
determining how many binary variables will be required to represent the slack variables in the
binary expansions. Typically, the upper bounds are determined simply by examining the
constraints and estimating a reasonable value for how large the slack activity could be. For the
problem at hand, we can refer to the slack variables for constraints 1 and 3 as 𝑠6 and 𝑠Y with
upper bounds 3 and 6 respectively. Our binary expansions are:

0 £ s1 £ 3 Þ s1 = 1x6 + 2 x7
0 £ s3 £ 6 Þ s3 = 1x8 + 2 x9 + 4 x10

Where 𝑥d , 𝑥e , 𝑥f , 𝑥c and 𝑥6g are new binary variables. Note that these new variables will have
objective function coefficients equal to zero. Including these slack variables gives the system
25
𝐴𝑥 = 𝑏 with 𝐴 given by:

é2 2 4 3 2 1 2 0 0 0ù
A= 1 2 2 1 2 0 0 0 0 0ú
ê
ê ú
ê 3 3 2 4 4 0 0 -1 -2 -4ú
ë û

We can now use Transformation # 1 to reformulate our problem as a QUBO instance. Adding
the penalties to the objective function gives

max y = 6x1 + 4x2 + 8x3 + 5x4 + 5x5

− P(2x1 + 2x2 + 4x3 + 3x4 + 2x5 +1x6 + 2x7 − 7)2
− P(1x1 + 2x2 + 2x3 +1x4 + 2x5 − 4)2
− P(3x1 + 3x2 + 2x3 + 4x4 + 4x5 −1x8 − 2x9 − 4x10 − 5)2

Taking P = 10 and re-writing this in the QUBO format gives

max y = x′Qx

with an additive constant of -900 and a Q matrix

⎡ 526 −150 −160 −190 −180 −20 −40 30 60 120 ⎤

⎢ ⎥
⎢ −150 574 −180 −200 −200 −20 −40 30 60 120 ⎥
⎢ −160 −180 688 −220 −200 −40 −80 20 40 80 ⎥
⎢ −190 −200 −220 645 −240 −30 −60 40 80 160 ⎥⎥
⎢
−180 −200 −200 −240 −20 −40 40
Q= ⎢
605 80 160 ⎥
⎢ −20 −20 −40 −30 −20 130 −20 0 0 0 ⎥
⎢ ⎥
⎢ −40 −40 −80 −60 −40 −20 240 0 0 0 ⎥
⎢ 30 30 20 40 40 0 0 −110 −20 −40 ⎥
⎢ 60 60 40 80 80 0 0 −20 −240 −80 ⎥⎥
⎢
⎢⎣ 120 120 80 160 160 0 0 −40 −80 −560 ⎥⎦

Solving max 𝑦 = 𝑥 % 𝑄𝑥 gives the non-zero values

x1 = x4 = x5 = x9 = x10 = 1

for which 𝑦 = 916. Note that the third constraint is loose. Adjusting for the additive constant, it
gives an objective function value of 16. Alternatively, we could have simply evaluated the
original objective function at the solution 𝑥6 = 𝑥Z = 𝑥_ = 1 to get the objective function value
of 16.

26
Remarks: Any problem in linear constraints and bounded integer variables can be converted
through a binary expansion into max 𝑦 = 𝑥 % 𝑄𝑥 as illustrated here. In such applications,
however, the elements of the Q matrix can, depending on the data, get unacceptably large and
may require suitable scaling to mitigate this problem.

5.4 Quadratic Assignment

The Quadratic Assignment Problem (QAP) is a renowned problem in combinatorial optimization

with applications in a wide variety of settings. It is also one of the more challenging models to
solve. The problem setting is as follows: We are given n facilities and n locations along with a
flow matrix (𝑓() ) denoting the flow of material between facilities i and j. A distance matrix (𝑑() )
specifies the distance between sites i and j. The optimization problem is to find an assignment of
facilities to locations to minimize the weighted flow across the system. Cost information can be
explicitly introduced to yield a cost minimization model, as is common in some applications.
The decision variables are 𝑥() = 1 if facility i is assigned to location j; otherwise, 𝑥() = 0. Then
the classic QAP model can be stated as:

n n n n
Minimize åååå
i =1 j =1 k =1 l =1
fij dkl xik x jl

n
Subject to å
i =1
xij = 1 j = 1, n

n
å
j =1
xij = 1 i = 1, n

xij Î{0,1}, i, j = 1, n

All QAP problems have 𝑛8 variables, which often yields large models in practical settings.
This model has the general form presented at the beginning of this section and consequently
Transformation # 1 can be used to convert any QAP problem into a QUBO instance.

Numerical Example: Consider a small example with n = 3 facilities and 3 locations with flow
and distance matrices respectively given as follows:

é0 5 2ù é 0 8 15ù
ê ú ê ú
ê5 0 3ú ê 8 0 13ú
êë 2 3 0 úû êë15 13 0 úû
and .

27
It is convenient to re-label the variables using only a single subscript as we did previously in the
graph coloring problem, thus replacing

( x11, x12 , x13 , x21, x22 , x23 , x31, x32 , x33 ) by ( x1, x2 , x3 , x4 , x5 , x6 , x7 , x8 , x9 )

Given the flow and distance matrices our QAP model becomes:

min x0 = 80 x1x5 +150 x1x6 + 32 x1x8 + 60 x1x9 + 80 x2 x4 +130 x2 x6 + 60 x2 x7 + 52 x2 x9

+150 x3 x4 +130 x3 x5 + 60 x3 x7 + 52 x3 x8 + 48x4 x8 + 90 x4 x9 + 78x5 x9 + 78x6 x8

subject to x1 + x2 + x3 = 1
x4 + x5 + x6 = 1
x7 + x8 + x9 = 1
x1 + x4 + x7 = 1
x2 + x5 + x8 = 1
x3 + x6 + x9 = 1

Converting the constraints into quadratic penalty terms and adding them to the objective function
gives the unconstrained quadratic model

min y = 80 x1x5 + 150 x1x6 + 32 x1x8 + 60 x1x9 + 80 x2 x4 + 130 x2 x6 + 60 x2 x7 + 52 x2 x9

+ 150 x3 x4 + 130 x3 x5 + 60 x3 x7 + 52 x3 x8 + 48x4 x8 + 90 x4 x9 + 78x5 x9 + 78x6 x8
+ P( x1 + x2 + x3 -1)2 + P( x4 + x5 + x6 - 1)2 + P( x7 + x8 + x9 - 1)2
+ P( x1 + x4 + x7 -1)2 + P( x2 + x5 + x8 -1)2 + P( x3 + x6 + x9 -1)2

Choosing a penalty value of P = 200, this becomes the standard QUBO problem

QUBO: min y = xt Qx

with an additive constant of 1200 and the following 9-by-9 Q matrix:

28
 é -400 200 200 200 40 75 200 16 30 ù
ê 200 -400 200 40 200 65 16 200 26 úú
ê
ê 200 200 -400 75 65 200 30 26 200 ú
ê ú
ê 200 40 75 -400 200 200 200 24 45 ú
ê 40 200 65 200 -400 200 24 200 39 ú
ê ú
ê 75 65 200 200 200 -400 45 39 200 ú
ê 200 16 30 200 24 45 -400 200 200 ú
ê ú
ê 16 200 26 24 200 39 200 -400 200 ú
ê 30 26 200 45 39 200 200 200 -400 úû
ë

Solving QUBO gives 𝑦 = −982 at 𝑥6 = 𝑥_ = 𝑥c = 1 and all other variables = 0. Adjusting

for the additive constant, we get the original objective function value of 1200 -982 =218.

Remark: A QUBO approach to solving QAP problems, as illustrated above, has been
successfully applied to problems with more than 30 facilities and locations in Wang, et. al.
(2016).

5.5 Quadratic Knapsack

Knapsack problems, like the other problems presented earlier in this section, play a prominent
role in the field of combinatorial optimization, having widespread application in such areas as
project selection and capital budgeting. In such settings, a set of attractive potential projects is
identified and the goal is to identify a subset of maximum value (or profit) that satisfies the
budget limitations. The classic linear knapsack problem applies when the value of a project
depends only on the individual projects under consideration. The quadratic version of this
problem arises when there is an interaction between pairs of projects affecting the value
obtained.

For the general case with n projects, the Quadratic Knapsack Problem (QKP) is commonly
modeled as

n -1 n
max åå vij xi x j
i =1 j =i
subject to the budget constraint
n
å
j =1
ajxj £ b

Where 𝑥) = 1 if project j is chosen: else, 𝑥) = 0. The parameters 𝑣() , 𝑎) and 𝑏 represent,

respectively, the value associated with choosing projects i and j, the resource requirement of
29
project j, and the total resource budget. Generalizations involving multiple knapsack constraints
are found in a variety of application settings.

Numerical Example: Consider the QKP model with four projects:

max 2 x1 + 5x2 + 2 x3 + 4 x4 + 8x1x2 + 6 x1x3 +

10 x1x4 + 2 x2 x3 + 6 x2 x4 + 4 x3 x4

subject to the knapsack constraint:

8 x1 + 6 x2 + 5 x3 + 3x4 £ 16

We re-cast this into the form of a QUBO model by first converting the constraint into an
equation and then using the ideas embedded in Transformation # 1. Introducing a slack variable
in the form of the binary expansion 1𝑥_ + 2𝑥d, we get the equality constraint

8 x1 + 6 x2 + 5 x3 + 3x4 + 1x5 + 2 x6 = 16

which we can convert to penalties to produce our QUBO model as follows.

Including the penalty term in the objective function gives the unconstrained quadratic model:

max y = 2x1 + 5x2 + 2x3 + 4x4 + 8x1x2 + 6x1x3

+10x1x4 + 2x2 x3 + 6x2 x4 + 4x3x4
− P(8x1 + 6x2 + 5x3 + 3x4 +1x5 + 2x6 −16)2

Choosing a penalty P = 10, and cleaning up the algebra gives the QUBO model

QUBO: max 𝑦 = 𝑥 % 𝑄𝑥

with an additive constant of -2560 and the Q matrix

30
Solving QUBO gives 𝑦 = 2588 at 𝑥 = (1,0,1,1,0,0). Adjusting for the additive constant, gives
the value 28 for the original objective function.

Remark: The QUBO approach to QKP has proven to be successful on problems with several
hundred variables as shown in Glover, et. al. (2002).

Section 6: Connections to Quantum Computing and Machine Learning

Quantum Computing QUBO Developments: -- As noted in Section 1, one of the most significant
applications of QUBO emerges from its equivalence to the famous Ising problem in physics. In
common with the earlier demonstration that a remarkable array of NP-hard problems can
converted into the QUBO form, Lucas (2014) more recently has observed that such problems can
be converted into the Ising form, including graph and number partitioning, covering and set
packing, satisfiability, matching, and constrained spanning tree problems, among others. Pakin
(2017) presents an algorithm for finding the shortest path through a maze by expressing the
shortest path as the globally optimal value of an Ising Hamiltonian instead of via a traditional
backtracking mechanism. Ising problems replace x ∈ {0, 1}n by x ∈ {−1, 1} n and can be put in
the QUBO form by defining xj' = (xj + 1)/2 and then redefining xj to be xj'.1 Efforts to solve
Ising problems are often carried out with annealing approaches, motivated by the perspective in
physics of applying annealing methods to find a lowest energy state.

More effective methods for QUBO problems, and hence for Ising problems, are obtained using
modern metaheuristics. Among the best metaheuristic methods for QUBO are those based on
tabu search and path relinking as described in Glover (1996, 1997), Glover and Laguna (1997)
and adapted to QUBO in Wang et al. (2012, 2013).
A bonus from this development has been to create a link between QUBO problems and quantum
computing.2 A quantum computer based on quantum annealing with an integrated physical
network structure of qubits known as a Chimera graph has incorporated ideas from Wang et al.
(2012) in its software and has been implemented on the D-Wave System. The ability to obtain a
quantum speedup effect for this system applied to QUBO problems has been demonstrated in
Boixo et al. (2014).

Additional advances incorporating methodology from Wang et al. (2012, 2013) are provided in
the D-Wave open source software system Qbsolv (2017) and in the supplementary QMASM
system by Pakin (2018). Qbsolv is a hyrid classical/hardware accelerator tool, which takes as
input a QUBO that may be larger/denser/higher-precision than the accelerator, and solves

1
This adds a constant to (1), which is irrelevant for optimization.
2
Reference to quantum computing would not be complete without mentioning Google’s recent claim to achieving
‘quantum supremacy.’ This outcome has no bearing on the computational considerations discussed here. See, for
example, Preskill (2019).
31
subQUBOs on an accelerator and combines the results for full QUBO solution. It has enabled
widespread experimentation to map optimization problems to the QUBO form for execution on
classical and D-wave computers. D-Wave has now upgraded this system by drawing on the MIT
Kerberos system (Kerberos, 2019) which offers many convenience features for users. The
Quantum Bridge Analytics perspective, as elaborated below, is providing additional gains.

Recent QUBO quantum computing applications, complementing earlier applications on classical

computing systems, include those for graph partitioning problems in Mniszewski et al. (2016)
and Ushijima-Mwesigwa et al. (2017); graph clustering (quantum community detection
problems) in Negre et al. (2018, 2019); traffic-flow optimization in Neukart et al. (2017); vehicle
routing problems in Feld et al. (2018), Clark et al. (2019) and Ohzeki et al.(2018); maximum
clique problems in Chapuis et al. (2018); cybersecurity problems in Munch et al. (2018) and
Reinhardt et al.(2018); predictive health analytics problems in De Oliveira et al. (2018) and
Sahner et al. (2018); and financial portfolio management problems in Elsokkary et al. (2017) and
Kalra et al. (2018). In another recent development, QUBO models are being studied using the
IBM neuromorphic computer at as reported in Alom et al. (2017) and Aimone et al. (2018). Still
more recently, Aramon, et al. (2019) have investigated and tested the Fujitsu Digital Annealer
approach, which is also designed to solve fully connected QUBO problems, implemented on
application-specific CMOS hardware and solved problems of 1,024 variables.

Multiple quantum computational paradigms are emerging as important research topics, and their
relative merits have been the source of some controversy. One of the most active debates
concerns the promise of quantum gate systems, also known as quantum circuit systems, versus
the promise of adiabatic or quantum annealing systems. Part of this debate has concerned the
question of whether adiabatic quantum computing incorporates the critical element of quantum
entanglement. After some period, the debate was finally resolved by Albash et al. (2015) and
Lanting et al. (2015), demonstrating that this question can be answered in the affirmative.
Yet another key consideration involves the role of decoherence. Some of the main issues are
discussed in Amin et al. (2008) and Albash and Lidar (2015). The challenge is for the gate model
to handle decoherence effectively. Superconducting qubit techniques have very short-lived
coherence times and the adiabatic approach does not require them, while the gate model does.
An important discovery by Yu et al. (2018) shows that the adiabatic and gate systems offer
effectively the same potential for achieving the gains inherent in quantum computing processes,
with a mathematical demonstration that the quantum circuit algorithm can be transformed into
the quantum adiabatic algorithm with the exact same time complexity. This has useful
implications for the relevance of QUBO models that have been implemented in an adiabatic
quantum annealing setting, disclosing that analogous advances associated with QUBO models
may ultimately be realized through quantum circuit systems.

Complementing this analysis, Shaydulin et al. (2018) have conducted a first performance
comparison of these two leading paradigms, showing that quantum local search approach with
both frameworks can achieve results comparable to state-of-the-art local search using classical
computing architectures, with a potential for the quantum approaches to outperform the classical
32
systems as hardware evolves. However, the time frame for realizing such potential has been
estimated by some analysts to lie 10 or more years in the future (Reedy, 2017; Debenedictis,
2019).

Regardless of which quantum paradigm proves superior (and when this paradigm will become
competitive with the best classical computing systems), the studies of Alom et al. (2017) and
Aimone et al. (2018) in neuromorphic computing reinforce the studies of adiabatic and gate
based models by indicating the growing significance of the QUBO/Ising model across multiple
frameworks.

However, to set the stage for solving QUBO problems on quantum computers, these problems
must be embedded (or compiled) onto quantum computing hardware, which in itself is a very
hard problem. Date et al. (2019) address this issue by proposing an efficient algorithm for
embedding QUBO problems that runs fast, uses less qubits than previous approaches and gets an
objective function value close to the global minimum value. In a computational comparison, they
find that their embedding algorithm outperforms the embedding algorithm of D-Wave, which is
the current state of the art.

Vyskocil et al. (2019) observe that the transformation in Section 5.3 for handling general
inequality constraints of the form ∑^(@6 𝑥( ≤ 𝑘 introduces penalties for numerous cross products,
which poses difficulties for current quantum annealers such as those by D-Wave Systems. The
authors give a scalable and modular two-level approach for handling this situation that first
solves a small preliminary mixed integer optimization problem with 16 binary variables and 16
constraints, and then uses this to create a transformation that increases the number of QUBO
variables but keeps the number of cross product terms in check, thereby aiding a quantum
computer implementation.

Nevertheless, other considerations are relevant for evaluating the performance of different
computational paradigms for solving QUBO problems, among them the use of reduction and
preprocessing methods for decomposing large scale QUBO problem instances into smaller ones.
Hahn et al. (2017) and Pelofske et al. (2019) investigate such preprocessing methods that utilize
upper and lower bound heuristics in conjunction with graph decomposition, vertex and edge
extraction and persistency analysis. Additional preprocessing methods are introduced in Glover
et al. (2018) as described subsequently in the context of machine learning.

Quantum Bridge Analytics: Joining Classical and Quantum Computing Paradigms:-- As

emphasized in the 2019 Consensus Study Report titled Quantum Computing: Progress and
Prospects, by the National Academies of Sciences, Engineering and Medicine (2019), quantum
computing will remain in its infancy for some years to come, and in the interim “formulating an
R&D program with the aim of developing commercial applications for near-term quantum
computing is critical to the health of the field.” As noted in this report, such a program will rest
on developing “hybrid classical-quantum techniques,” which is the focus of Quantum Bridge
Analytics. With the emergence of Quantum Bridge Analytics (QBA), a field devoted to bridging
33
the gap between classical and quantum computational methods and technologies, the creation of
effective foundations for such hybrid systems is being actively pursued with the development of
the Alpha-QUBO solver (2019). This work is paving the way for a wide range of additional
QUBO and QUBO-related applications in commercial and academic research settings. The
power of the QBA approach has recently been demonstrated in Glover and Kochenberger (2019),
with computational tests showing that a relative of Alpha-QUBO, called QUBO 2.0, solves
QUBO problems between 100 and 500 variables up to three orders of magnitude faster than a
mainstream quantum computing system using Kerberos, and is additionally capable of solving
much larger problems involving many thousands of variables.

Another blend of classical and quantum computing, known as the Quantum Approximate
Optimization Algorithm (QAOA), is a hybrid variational algorithm introduced by Farhi et al.
(2014) that produces approximate solutions for combinatorial optimization problems. The
QAOA approach has been recently been applied in Zhou et al. (2018) to MaxCut (MC)
problems, including a variant in process for Max Independent Set (MIS) problems, and is
claimed by its authors to have the potential to challenge the leading classical algorithms. In
theory, QAOA methods can be applied to more types of combinatorial optimization problems
than embraced by the QUBO model, but at present the MC and MIS problems studied by QAOA
are a very small segment of the QUBO family and no time frame is offered for gaining the ability
to tackle additional QUBO problem instances. Significantly, the parameters of the QAOA
framework must be modified to produce different algorithms to appropriately handle different
problem types. Whether this may limit the universality of this approach in a practical sense
remains to be seen.

Wang and Abdullah (2018) acknowledge that the acclaim given to QAOA for exhibiting the
feature called "quantum supremacy" does not imply that QAOA will be able to outperform
classical algorithms on important combinatorial optimization problems such as Constraint
Satisfaction Problems, and current implementations of QAOA are subject to a gate fidelity
limitation, where the potential advantages of larger values of the parameter p in QAOA
applications are likely to be countered by a decrease in solution accuracy.

QAOA has inspired many researchers to laud its potential virtues, though the practical
significance of this potential at present is not well established. Investigations are currently
underway in Kochenberger et al. (2019) to examine this issue by computational testing on a
range of QUBO models that fall within the scope of QAOA implementations presently available,
to determine the promise of QAOA in relation to classical optimization on these models.
We now examine realms of QUBO models that are actively being investigated apart from issues
of alternative computational frameworks for solving them efficiently.

Unsupervised Machine Learning with QUBO: -- One of the most salient forms of unsupervised
machine learning is represented by clustering. The QUBO set partitioning model provides a very
natural form of clustering and gives this model a useful link to unsupervised machine learning.
As observed in Ailon et al.(2008) and Aloise, et al.(2013), the CPP (clique partitioning problem)
34
is popular in the area of machine learning as it offers a general model for correlation clustering
(CC) and the modularity maximization (MM). Pudenz and Lidar (2013) further show how a
QUBO based quantum computing model can be used in unsupervised machine learning. A
related application in O’Malley et al. (2018) investigates nonnegative/binary matrix factorization
with a D-Wave quantum annealer.

An application of QUBO to unsupervised machine learning in Glover et al. (2018) provides an

approach that can be employed either together with quantum computing or independently. In a
complementary development, clustering is used to facilitate the solution of QUBO models in
Samorani et al. (2018), thereby providing a foundation for studying additional uses of clustering
in this context.

Supervised Machine Learning with QUBO: -- A proposal to use QUBO in supervised machine
learning is introduced in Schneidman, et al. (2006). From the physics perspective, the authors
argue that the equivalent Ising model is useful for any representation of neural function, based on
the supposition that a statistical model for neural activity should be chosen using the principle of
maximum entropy. Consequently, this model has a natural role in statistical neural models of
supervised machine learning. Hamilton et al. (2018) discussed the potential to use advance
computing such as neuromorphic processing units and quantum annealers in spin-glass networks,
Boltzmann machines, convolutional neural networks and constraint satisfaction problems.

Machine Learning to Improve QUBO Solution Processes: -- The development of rules and
strategies to learn the implications of specific model instances has had a long history. Today this
type of machine learning permeates the field of mixed integer programming to identify
relationships such as values (or bounds) that can be assigned to variables, or inequalities that can
constrain feasible spaces more tightly. Although not traditionally viewed through the lens of
machine learning, due in part to being classified under the name of pre-processing, these
approaches are now widely acknowledged to constitute a viable and important part of the
machine learning domain.

Efforts to apply machine learning to uncover the implications of QUBO problem structures have
proceeded more slowly than those devoted to identifying such implications in the mixed integer
programming field. A landmark paper in the QUBO area is the work of Boros et al. (2008),
which uses roof duality and a max-flow algorithm to provide useful model inferences. More
recently, sets of logical tests have been developed in Glover et al. (2018) to learn relationships
among variables in QUBO applications which achieved a 45% reduction in size for about half of
the problems tested, and in 10 cases succeeded in fixing all the variables, exactly solving these
problems. The rules also identified implied relationships between pairs of variables that resulted
in simple logical inequalities to facilitate solving these problems.

Other types of machine learning approaches also merit a closer look in the future for applications
with QUBO. Among these are the Programming by Optimization approach of Hoos (2012) and
the Integrative Population Analysis approach of Glover et al. (1998).
35
Section 7: Concluding Remarks

The benefits of re-casting problems into the QUBO framework, to enable a given binary
optimization problem to be solved by a specialized QUBO solver, strongly commend this
approach in the remarkable variety of settings where it can be implemented successfully, as
illustrated in this tutorial. We conclude by highlighting key ideas relevant to QUBO modeling
and its applications in both classical and quantum computing.

1. As previously noted, the National Academies of Sciences, Engineering and Medicine

have released a consensus study report on progress and prospects in quantum computing
(2019) that discloses the relevance of marrying quantum and classical computing, stating
that “formulating an R&D program with the aim of developing commercial applications
for near-term quantum computing is critical to the health of the field. Such a program
would include … identification of algorithms for which hybrid classical-quantum
techniques using modest-size quantum subsystems can provide significant speedup.”
Studies devoted to this challenge are currently underway at the Los Alamos National
Laboratory to investigate the possibilities for achieving such speedup by integrating
quantum computing initiatives in conjunction with classical computing approaches such
as those embedded in the Alpha-QUBO system (2019).

2. Logical analysis to identify relationships between variables in the work of Glover et al.
(2017) can be implemented in the setting of quantum computing to combat the
difficulties of applying current quantum computing methods to scale effectively for
solving large problems. Approximation methods based on such analysis can be used for
decomposing and partitioning large QUBO problems to solve large problems and provide
strategies relevant to a broad range of quantum computing applications.

3. In both classical and quantum settings, the transformation to QUBO can sometimes be
aided considerably by first employing a change of variables. This is particularly useful in
settings where the original model is an edge-based graph model, as in clique partitioning
where the standard models can have millions of variables due to the number of edges in
the graph. A useful alternative is to introduce node-based variables, by replacing each
edge variable with the product of two node variables. Such a change converts a linear
model into a quadratic model with many fewer variables, since a graph normally has a
much smaller number of nodes than edges. The resulting quadratic model, then, can be
converted to a QUBO model by the methods illustrated earlier.

4. Problems involving higher order polynomials arise in certain applications and can be re-
cast into a QUBO framework by employing a reduction technique following the ideas of
Rosenberg (1975), Rodriques-Heck (2018) and Verma et al.(2019). For example,
consider a problem with a cubic term 𝑥6 𝑥8 𝑥Y in binary variables. Replace the product
36
 𝑥6 𝑥8 by a binary variable, 𝑦6 and add a penalty to the objective function of the form
𝑃(𝑥6 𝑥8 − 2𝑥6 𝑦6 − 2𝑥8 𝑦6 + 3𝑦6 ). By this process, when the optimization drives the
penalty term to 0, which happens only when 𝑦6 =𝑥6 𝑥8, we have reduced the cubic term to
an equivalent quadratic term 𝑦6 𝑦Y . This procedure can be used recursively to convert
higher order polynomials to quadratic models of the QUBO form.

5. The general procedure of Transformation # 1 has similarities to the Lagrange Multiplier

approach of classical optimization. The key difference is that our scalar penalties (P) are
not “dual” variables to be determined by the optimization. Rather, they are parameters
set a priori to encourage the search process to avoid candidate solutions that are
infeasible. Moreover, the Lagrange Multiplier approach is not assured to yield a solution
that satisfies the problem constraints except in the special case of convex optimization, in
contrast to the situation with the QUBO model. To determine good values for Lagrange
multipliers (which in general only yield a lower bound instead of an optimum value for
the problem objective) recourse must be made to an additional type of optimization called
subgradient optimization, which QUBO models do not depend on.

6. Solving QUBO models: Continuing progress in the design and implementation of

methods for solving QUBO models will have an impact across a wide range of practical
applications of optimization and machine learning. The bibliography that follows gives
references to some of the more prominent methods for solving these models.

37
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40
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Acknowledgements:
This tutorial was influenced by our collaborations on many papers over recent years with several
colleagues to whom we owe a major debt of gratitude. These co-workers, listed in alphabetical
order, are: Bahram Alidaee, Dick Barr, Andy Badgett, Rajesh Chawla, Yu Du, Jin-Kao Hao,
Mark Lewis, Karen Lewis, Zhipeng Lu, Abraham Punnen, Cesar Rego, Yang Wang, Haibo
Wang and Qinghua Wu. Other collaborators whose work has inspired us are too numerous to
mention. Their names may be found listed as our coauthors on our home pages.

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